alliteration:

repetition of the initial sounds, generally consonants, of stressed syllables in neighboring words within a line or passage

Examples:

FROST
"Stopping by Woods"
the only other sound's the sweep...
the woods are lovely, dark and deep...
Effects: In both cases, the repeated sounds are muted, hushed. The first example of alliteration is sibilant and adds to the softness of the auditory image that is associated with the virtually silent winter scene.

"The Death of the Hired Man"
Mary sat musing on the lamp-flame at the table
Waiting for Warren. When she heard his step...
Effects: In these examples of alliteration, the effect is more one of starting the narrative quietly, but rather anxiously, especially as the initial M sounds are furthered by the consonance in "lamp-flame." The beginning of this poem feels almost like a murmur, as Mary waits worriedly for her husband's return.

SHAKESPEARE
King Lear
Edgar: The foul fiend bites my back. (III. vi. 17)
Effects: Here, alliteration in such tight quarters and of such a harsh physical sound (the F and B sounds) highlights the sinister nature of Edmund's words about demons. In the context of the play, Edmund's line follows King Lear's fantasies about devils attacking his ungrateful daughters and subtly presages Regan's eventual killing of a servant by stabbing him in the back. The combination of overall sound -- all characters on stage are raving about seemingly disparate subjects -- and the context of the situation(s) make for a general sense of hell-like menace. The alliteration is merely in keeping with this overall tone.